Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -634181.8416 | 148326.6889 | -782508.5305 | 31896321.3826 | 5939268.1691 | 25957053.2135 |
Total P&L (%) | -634.1818 | 148.3267 | -782.5085 | 31896.3214 | 5939.2682 | 25957.0532 |
Avg Daily Profit (%) | -0.2536 | 0.0593 | -0.313 | 0.231 | 0.1641 | 0.2227 |
Buy And Hold Return (%) | 267.3597 | 267.3597 | 267.3597 | 267.3597 | 267.3597 | 267.3597 |
Max Trade Drawdown | -899371 | -49822 | -880925 | -8020461 | -8356620 | -6891631 |
Profit Factor | 0.4997 | 1.8581 | 0.2851 | 2.6857 | 1.568 | 4.0661 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 54 | 24 | 30 | 50 | 26 | 24 |
Losing Trades | 45 | 25 | 20 | 49 | 23 | 26 |
Profitability (%) | 54.5455 | 48.9796 | 60 | 50.5051 | 53.0612 | 48 |
Ratio Avg Win / Avg Loss | 0.4164 | 1.9355 | 0.1901 | 2.6319 | 1.3871 | 4.4049 |
Largest Winning Trade | 87009 | 87009 | 37923 | 26618730 | 12816624 | 26618730 |
Largest Losing Trade | -676785 | -22692 | -676785 | -4155701 | -4155701 | -2144145 |
Avg Bars in Trades | 71 | 63 | 79 | 71 | 63 | 79 |
Avg Bars in Winners | 66 | 44 | 83 | 77 | 79 | 76 |
Avg Bars in Losers | 78 | 82 | 73 | 65 | 46 | 81 |
Bars Traded | 7092 | 3135 | 3957 | 7092 | 3135 | 3957 |
Profit Streak | 123.0835 | 123.0835 | 207.0835 | 123.0835 | 123.0835 | 207.0835 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578573 | -275695 | -758177 | 543833 | 378422 | -164131 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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